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[--[65.84.65.76]--]
HINDUNILVR
Hindustan Unilever Ltd.

2333.9 -25.95 (-1.10%)

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Historical option data for HINDUNILVR

20 Dec 2024 04:13 PM IST
HINDUNILVR 26DEC2024 2340 CE
Delta: 0.54
Vega: 1.19
Theta: -1.73
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2333.90 18.75 -16.55 13.97 2,755 -9 469
19 Dec 2359.85 35.3 -3.20 13.58 3,089 62 480
18 Dec 2359.20 38.5 -7.15 16.16 576 14 424
17 Dec 2363.25 45.65 -3.20 19.24 880 50 412
16 Dec 2366.15 48.85 -17.50 20.20 573 62 361
13 Dec 2390.10 66.35 27.35 14.97 5,252 -224 304
12 Dec 2344.95 39 -39.25 16.97 3,015 485 535
11 Dec 2401.35 78.25 -4.70 13.13 36 11 49
10 Dec 2397.35 82.95 0.55 19.49 32 -4 39
9 Dec 2400.75 82.4 -76.90 16.87 152 41 43
6 Dec 2483.80 159.3 11.05 16.13 1 0 1
5 Dec 2494.60 148.25 0.00 0.00 0 1 0
4 Dec 2464.50 148.25 -86.65 21.97 1 0 0
3 Dec 2482.85 234.9 0.00 - 0 0 0
2 Dec 2479.15 234.9 0.00 - 0 0 0
29 Nov 2496.15 234.9 0.00 - 0 0 0
28 Nov 2462.20 234.9 0.00 - 0 0 0
27 Nov 2486.90 234.9 0.00 - 0 0 0
26 Nov 2479.20 234.9 0.00 - 0 0 0
25 Nov 2471.45 234.9 0.00 - 0 0 0
22 Nov 2445.25 234.9 0.00 - 0 0 0
21 Nov 2382.80 234.9 0.00 - 0 0 0
20 Nov 2410.35 234.9 0.00 - 0 0 0
19 Nov 2410.35 234.9 0.00 - 0 0 0
18 Nov 2422.90 234.9 0.00 - 0 0 0
14 Nov 2389.20 234.9 0.00 - 0 0 0
13 Nov 2464.95 234.9 0.00 - 0 0 0
12 Nov 2461.50 234.9 - 0 0 0


For Hindustan Unilever Ltd. - strike price 2340 expiring on 26DEC2024

Delta for 2340 CE is 0.54

Historical price for 2340 CE is as follows

On 20 Dec HINDUNILVR was trading at 2333.90. The strike last trading price was 18.75, which was -16.55 lower than the previous day. The implied volatity was 13.97, the open interest changed by -9 which decreased total open position to 469


On 19 Dec HINDUNILVR was trading at 2359.85. The strike last trading price was 35.3, which was -3.20 lower than the previous day. The implied volatity was 13.58, the open interest changed by 62 which increased total open position to 480


On 18 Dec HINDUNILVR was trading at 2359.20. The strike last trading price was 38.5, which was -7.15 lower than the previous day. The implied volatity was 16.16, the open interest changed by 14 which increased total open position to 424


On 17 Dec HINDUNILVR was trading at 2363.25. The strike last trading price was 45.65, which was -3.20 lower than the previous day. The implied volatity was 19.24, the open interest changed by 50 which increased total open position to 412


On 16 Dec HINDUNILVR was trading at 2366.15. The strike last trading price was 48.85, which was -17.50 lower than the previous day. The implied volatity was 20.20, the open interest changed by 62 which increased total open position to 361


On 13 Dec HINDUNILVR was trading at 2390.10. The strike last trading price was 66.35, which was 27.35 higher than the previous day. The implied volatity was 14.97, the open interest changed by -224 which decreased total open position to 304


On 12 Dec HINDUNILVR was trading at 2344.95. The strike last trading price was 39, which was -39.25 lower than the previous day. The implied volatity was 16.97, the open interest changed by 485 which increased total open position to 535


On 11 Dec HINDUNILVR was trading at 2401.35. The strike last trading price was 78.25, which was -4.70 lower than the previous day. The implied volatity was 13.13, the open interest changed by 11 which increased total open position to 49


On 10 Dec HINDUNILVR was trading at 2397.35. The strike last trading price was 82.95, which was 0.55 higher than the previous day. The implied volatity was 19.49, the open interest changed by -4 which decreased total open position to 39


On 9 Dec HINDUNILVR was trading at 2400.75. The strike last trading price was 82.4, which was -76.90 lower than the previous day. The implied volatity was 16.87, the open interest changed by 41 which increased total open position to 43


On 6 Dec HINDUNILVR was trading at 2483.80. The strike last trading price was 159.3, which was 11.05 higher than the previous day. The implied volatity was 16.13, the open interest changed by 0 which decreased total open position to 1


On 5 Dec HINDUNILVR was trading at 2494.60. The strike last trading price was 148.25, which was 0.00 lower than the previous day. The implied volatity was 0.00, the open interest changed by 1 which increased total open position to 0


On 4 Dec HINDUNILVR was trading at 2464.50. The strike last trading price was 148.25, which was -86.65 lower than the previous day. The implied volatity was 21.97, the open interest changed by 0 which decreased total open position to 0


On 3 Dec HINDUNILVR was trading at 2482.85. The strike last trading price was 234.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 2 Dec HINDUNILVR was trading at 2479.15. The strike last trading price was 234.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 29 Nov HINDUNILVR was trading at 2496.15. The strike last trading price was 234.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 28 Nov HINDUNILVR was trading at 2462.20. The strike last trading price was 234.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 27 Nov HINDUNILVR was trading at 2486.90. The strike last trading price was 234.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 26 Nov HINDUNILVR was trading at 2479.20. The strike last trading price was 234.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 25 Nov HINDUNILVR was trading at 2471.45. The strike last trading price was 234.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 22 Nov HINDUNILVR was trading at 2445.25. The strike last trading price was 234.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 234.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 234.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 234.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 234.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 234.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 234.9, which was 0.00 lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 234.9, which was lower than the previous day. The implied volatity was -, the open interest changed by 0 which decreased total open position to 0


HINDUNILVR 26DEC2024 2340 PE
Delta: -0.47
Vega: 1.19
Theta: -1.76
Gamma: 0.01
Date Close Ltp Change IV Volume Change OI OI
20 Dec 2333.90 22.95 7.05 20.80 3,317 -142 606
19 Dec 2359.85 15.9 -1.15 21.42 3,301 -121 749
18 Dec 2359.20 17.05 1.05 20.60 2,180 -103 877
17 Dec 2363.25 16 0.10 19.33 2,751 -30 975
16 Dec 2366.15 15.9 4.60 18.42 2,127 -95 1,004
13 Dec 2390.10 11.3 -19.65 18.47 11,670 -656 1,256
12 Dec 2344.95 30.95 19.40 20.75 11,093 1,429 1,906
11 Dec 2401.35 11.55 -1.85 19.67 949 -19 477
10 Dec 2397.35 13.4 -5.25 19.57 1,203 21 506
9 Dec 2400.75 18.65 14.15 22.71 3,159 217 487
6 Dec 2483.80 4.5 0.05 20.45 433 70 269
5 Dec 2494.60 4.45 -3.85 20.95 737 11 202
4 Dec 2464.50 8.3 1.35 21.20 430 59 194
3 Dec 2482.85 6.95 -2.60 21.33 429 2 141
2 Dec 2479.15 9.55 0.35 22.73 363 62 140
29 Nov 2496.15 9.2 -11.45 22.53 260 78 78
28 Nov 2462.20 20.65 0.00 5.63 0 0 0
27 Nov 2486.90 20.65 0.00 6.18 0 0 0
26 Nov 2479.20 20.65 0.00 5.82 0 0 0
25 Nov 2471.45 20.65 0.00 5.65 0 0 0
22 Nov 2445.25 20.65 0.00 4.34 0 0 0
21 Nov 2382.80 20.65 0.00 2.58 0 0 0
20 Nov 2410.35 20.65 0.00 3.24 0 0 0
19 Nov 2410.35 20.65 0.00 3.24 0 0 0
18 Nov 2422.90 20.65 0.00 3.70 0 0 0
14 Nov 2389.20 20.65 0.00 2.63 0 0 0
13 Nov 2464.95 20.65 0.00 4.79 0 0 0
12 Nov 2461.50 20.65 4.67 0 0 0


For Hindustan Unilever Ltd. - strike price 2340 expiring on 26DEC2024

Delta for 2340 PE is -0.47

Historical price for 2340 PE is as follows

On 20 Dec HINDUNILVR was trading at 2333.90. The strike last trading price was 22.95, which was 7.05 higher than the previous day. The implied volatity was 20.80, the open interest changed by -142 which decreased total open position to 606


On 19 Dec HINDUNILVR was trading at 2359.85. The strike last trading price was 15.9, which was -1.15 lower than the previous day. The implied volatity was 21.42, the open interest changed by -121 which decreased total open position to 749


On 18 Dec HINDUNILVR was trading at 2359.20. The strike last trading price was 17.05, which was 1.05 higher than the previous day. The implied volatity was 20.60, the open interest changed by -103 which decreased total open position to 877


On 17 Dec HINDUNILVR was trading at 2363.25. The strike last trading price was 16, which was 0.10 higher than the previous day. The implied volatity was 19.33, the open interest changed by -30 which decreased total open position to 975


On 16 Dec HINDUNILVR was trading at 2366.15. The strike last trading price was 15.9, which was 4.60 higher than the previous day. The implied volatity was 18.42, the open interest changed by -95 which decreased total open position to 1004


On 13 Dec HINDUNILVR was trading at 2390.10. The strike last trading price was 11.3, which was -19.65 lower than the previous day. The implied volatity was 18.47, the open interest changed by -656 which decreased total open position to 1256


On 12 Dec HINDUNILVR was trading at 2344.95. The strike last trading price was 30.95, which was 19.40 higher than the previous day. The implied volatity was 20.75, the open interest changed by 1429 which increased total open position to 1906


On 11 Dec HINDUNILVR was trading at 2401.35. The strike last trading price was 11.55, which was -1.85 lower than the previous day. The implied volatity was 19.67, the open interest changed by -19 which decreased total open position to 477


On 10 Dec HINDUNILVR was trading at 2397.35. The strike last trading price was 13.4, which was -5.25 lower than the previous day. The implied volatity was 19.57, the open interest changed by 21 which increased total open position to 506


On 9 Dec HINDUNILVR was trading at 2400.75. The strike last trading price was 18.65, which was 14.15 higher than the previous day. The implied volatity was 22.71, the open interest changed by 217 which increased total open position to 487


On 6 Dec HINDUNILVR was trading at 2483.80. The strike last trading price was 4.5, which was 0.05 higher than the previous day. The implied volatity was 20.45, the open interest changed by 70 which increased total open position to 269


On 5 Dec HINDUNILVR was trading at 2494.60. The strike last trading price was 4.45, which was -3.85 lower than the previous day. The implied volatity was 20.95, the open interest changed by 11 which increased total open position to 202


On 4 Dec HINDUNILVR was trading at 2464.50. The strike last trading price was 8.3, which was 1.35 higher than the previous day. The implied volatity was 21.20, the open interest changed by 59 which increased total open position to 194


On 3 Dec HINDUNILVR was trading at 2482.85. The strike last trading price was 6.95, which was -2.60 lower than the previous day. The implied volatity was 21.33, the open interest changed by 2 which increased total open position to 141


On 2 Dec HINDUNILVR was trading at 2479.15. The strike last trading price was 9.55, which was 0.35 higher than the previous day. The implied volatity was 22.73, the open interest changed by 62 which increased total open position to 140


On 29 Nov HINDUNILVR was trading at 2496.15. The strike last trading price was 9.2, which was -11.45 lower than the previous day. The implied volatity was 22.53, the open interest changed by 78 which increased total open position to 78


On 28 Nov HINDUNILVR was trading at 2462.20. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 5.63, the open interest changed by 0 which decreased total open position to 0


On 27 Nov HINDUNILVR was trading at 2486.90. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 6.18, the open interest changed by 0 which decreased total open position to 0


On 26 Nov HINDUNILVR was trading at 2479.20. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 5.82, the open interest changed by 0 which decreased total open position to 0


On 25 Nov HINDUNILVR was trading at 2471.45. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 5.65, the open interest changed by 0 which decreased total open position to 0


On 22 Nov HINDUNILVR was trading at 2445.25. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 4.34, the open interest changed by 0 which decreased total open position to 0


On 21 Nov HINDUNILVR was trading at 2382.80. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 2.58, the open interest changed by 0 which decreased total open position to 0


On 20 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0


On 19 Nov HINDUNILVR was trading at 2410.35. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 3.24, the open interest changed by 0 which decreased total open position to 0


On 18 Nov HINDUNILVR was trading at 2422.90. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 3.70, the open interest changed by 0 which decreased total open position to 0


On 14 Nov HINDUNILVR was trading at 2389.20. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 2.63, the open interest changed by 0 which decreased total open position to 0


On 13 Nov HINDUNILVR was trading at 2464.95. The strike last trading price was 20.65, which was 0.00 lower than the previous day. The implied volatity was 4.79, the open interest changed by 0 which decreased total open position to 0


On 12 Nov HINDUNILVR was trading at 2461.50. The strike last trading price was 20.65, which was lower than the previous day. The implied volatity was 4.67, the open interest changed by 0 which decreased total open position to 0